Xanadu Mines Ltd (XAM.TO)
0.05
0.00 (0.00%)
CAD |
TSX |
Nov 13, 16:00
Xanadu Mines Max Drawdown (5Y): 94.12% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.12% |
| August 31, 2024 | 94.12% |
| July 31, 2024 | 94.12% |
| June 30, 2024 | 94.12% |
| May 31, 2024 | 94.12% |
| April 30, 2024 | 94.12% |
| March 31, 2024 | 94.12% |
| February 29, 2024 | 94.12% |
| January 31, 2024 | 94.12% |
| December 31, 2023 | 94.12% |
| November 30, 2023 | 94.12% |
| October 31, 2023 | 94.12% |
| September 30, 2023 | 94.12% |
| August 31, 2023 | 94.12% |
| July 31, 2023 | 94.12% |
| June 30, 2023 | 94.12% |
| May 31, 2023 | 94.12% |
| April 30, 2023 | 94.12% |
| March 31, 2023 | 94.12% |
| February 28, 2023 | 94.12% |
| January 31, 2023 | 94.12% |
| December 31, 2022 | 94.12% |
| November 30, 2022 | 94.12% |
| October 31, 2022 | 94.12% |
| September 30, 2022 | 94.12% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.12% |
| July 31, 2022 | 94.12% |
| June 30, 2022 | 94.12% |
| May 31, 2022 | 94.12% |
| April 30, 2022 | 94.12% |
| March 31, 2022 | 94.12% |
| February 28, 2022 | 94.12% |
| January 31, 2022 | 94.12% |
| December 31, 2021 | 94.12% |
| November 30, 2021 | 94.12% |
| October 31, 2021 | 94.12% |
| September 30, 2021 | 94.12% |
| August 31, 2021 | 94.12% |
| July 31, 2021 | 94.12% |
| June 30, 2021 | 94.12% |
| May 31, 2021 | 94.12% |
| April 30, 2021 | 94.12% |
| March 31, 2021 | 94.12% |
| February 28, 2021 | 94.12% |
| January 31, 2021 | 94.12% |
| December 31, 2020 | 94.12% |
| November 30, 2020 | 94.12% |
| October 31, 2020 | 94.12% |
| September 30, 2020 | 94.12% |
| August 31, 2020 | 94.12% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
85.29%
Minimum
Nov 2019
94.12%
Maximum
Mar 2020
93.52%
Average
94.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Perseus Mining Ltd | 48.21% |
| RTG Mining Inc | 95.33% |
| Champion Iron Ltd | 62.30% |
| Graphene Manufacturing Group Ltd | 94.28% |
| Westgold Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.495 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.11% |
| Historical Sharpe Ratio (5Y) | 0.0161 |
| Historical Sortino (5Y) | 0.0364 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |